This course will bring together operational risk professionals from across the region and provide an unmatched opportunity to learn about and discuss a wide diversity of operational hazards and the eâ¦

This training course will provide attendees with an in-depth understanding of the intricacies of IRRBB management, focusing on the different metrics involved and examining best practice approaches toâ¦

Energy Risk Asia Awards 2019 submissions are now open! Submission period ends on 30 August 2019. The Energy Risk Asia Awards recognises excellence across Asian commodities market as well as providingâ¦

Being recognised at the Hedge Funds Review European Performance Awards 2019 is the high point of any single manager or fund of hedge fund operating in Europe. The awards are recognised as the most prâ¦

Risk.net partnered with specialists NICE Actimize to survey senior financial crime executives in banks and other financial services firms to assess the efficiency of current resources, processes and â¦

This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for comâ¦

State Street, Goldman push VAR limits the most

Of the eight US global systemically important banks (G-Sibs), State Street has been operating closest to its value-at-risk estimates over the past 12 months.

Banks must disclose their three largest trading losses each quarter as a percentage of value-at-risk. Risk Quantum found the average of these three ratios for each bank and for each quarter, and calculated the mean over the five quarters from Q2 2018 to Q2 2019.

The mean losses-to-VAR ratio at State Street was 90.11%, the highest of the G